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• Eurodollar futures using entry/exit methods combined with stops by S.L. Kille and T.P. Drinka

  ARTICLE SYNOPSIS ...Eurodollar futures using entry/exit methods combined with stops by S.L. Kille and T.P. Drinka In the May 1987 issue of this magazine, we reported the impact of money management on total net profit from simulated trading of Eurodollar futures with Relative Strength Index (RSI) using stops and filters. We simulated trading of the 1983-1985 March, June, September and December contracts for the period of December 2, 1982 through December 1, 1985. The simulations were conducted on the nearby contract only, with roll-over occurring on the first trading day of the expiration month. Trades were made...

AUTHOR: Steven L. Kille and Thomas P. Drinka, Ph.DDATE: JUN 1987

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• Profitability of selected technical indicators: U.S. T-Bond futures by Steven L. Kille and Thomas P. Drinka

  ARTICLE SYNOPSIS ...Profitability of selected technical indicators: U.S. T-Bond futures by Steven L. Kille and Thomas P. Drinka In the December 1985 issue of this magazine, we reported the results of applying moving averages, momentum, %R, and Relative Strength (RSI) to five December corn futures contracts. We also reviewed the formulas and trading techniques for these popular indicators. For each, we presented the net trading profit or loss generated by the five most profitable parameter sets from exclusively long positions, exclusively short positions, and alternating long and short positions....

AUTHOR: Steven L. Kille and Thomas P. Drinka, Ph.DDATE: FEB 1987

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• Profitability of selected technical indicators by Steven L. Kille and Thomas P. Drinka, Ph.D

  ARTICLE SYNOPSIS ...Profitability of selected technical indicators by Steven L. Kille and Thomas P. Drinka, Ph.D In previous issues of this magazine, we have reported the results of applying moving averages, momentum, Williams' %R, and Wilder's Relative Strength Index to Chicago Board of Trade corn and long-term U.S. Treasury bond futures, as well as to silver on the Commodity Exchange of New York (COMEX). In this issue, we report similar information for Eurodollar futures traded at the International Monetary Market of the Chicago Mercantile Exchange. In addition, we will report results of applying Wilder's Dire...

AUTHOR: Steven L. Kille and Thomas P. Drinka, Ph.DDATE: APR 1987